Anic Equity¶

'#---------------------------------------------------------#'

Total return since start: 0.601 %¶

'#---------------------------------------------------------#'

Equity now: -----------------------------> 48906.39 Kr¶

Max Equity ever reached: ------------> 53120.35 Kr¶

Portfolio value: --------------------------> 41284.79 Kr¶

PnL: ---------------------------------------> -210.49 Kr¶

DD now: ---------------------------------> -7.933 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-07-03 10:42:41.647667'

Anic Portfolio¶

Today¶

Return: -0.805 %¶

This Week¶

Return: -0.805 %¶

Total portfolio value¶

Return including deposits: 60.107 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
Hennes & Mauritz B 9 0.500000 1674.900000 207.360000 14.130000 1467.540000
HEXPOL B 9 0.700000 1035.900000 18.000000 1.770000 1017.900000
JM 6 1.740000 877.200000 15.000000 1.740000 862.200000
BioGaia B 8 1.030000 937.600000 9.600000 1.030000 928.000000
EQT 4 0.580000 834.400000 4.800000 0.580000 829.600000
Atrium Ljungberg B 5 0.430000 937.000000 4.000000 0.430000 933.000000
AcadeMedia 8 0.500000 404.800000 3.600000 0.900000 401.200000
Sagax B 4 0.330000 854.800000 2.800000 0.330000 852.000000
Hoist Finance 35 0.180000 980.000000 1.750000 0.180000 978.250000
Platzer Fastigheter Holding B 12 0.130000 960.000000 1.200000 0.130000 958.800000
ASSA ABLOY B 3 0.150000 778.200000 1.200000 0.150000 777.000000
Creaspac SPAC 39 -0.110000 3708.900000 0.000000 0.000000 3708.900000
Bilia A 8 -0.180000 897.600000 0.000000 0.000000 897.600000
Catena 2 -0.050000 789.200000 -0.400000 -0.050000 789.600000
Gränges 9 -0.100000 925.200000 -0.900000 -0.100000 926.100000
Byggmax Group 33 -0.140000 953.040000 -1.320000 -0.140000 954.360000
Clas Ohlson B 12 -0.190000 969.000000 -1.800000 -0.190000 970.800000
Biotage 7 -0.220000 937.300000 -2.100000 -0.220000 939.400000
Sagax A 4 -1.400000 848.000000 -4.000000 -0.470000 852.000000
Orrön Energy 180 -0.570000 2028.600000 -9.000000 -0.440000 2037.600000
OX2 13 -1.030000 937.950000 -9.750000 -1.030000 947.700000
Hexatronic Group 12 -1.320000 951.840000 -12.720000 -1.320000 964.560000
Alimak Group 11 -1.430000 913.000000 -13.200000 -1.430000 926.200000
Nordic Waterproofing Holding 7 -1.740000 947.800000 -16.800000 -1.740000 964.600000
Latour B 4 -3.130000 828.400000 -26.800000 -3.130000 855.200000
Addnode Group B 11 -3.290000 888.250000 -30.250000 -3.290000 918.500000
Indutrade 5 -2.590000 1183.000000 -31.500000 -2.590000 1214.500000
Hexagon B 26 -1.020000 3416.400000 -35.100000 -1.020000 3451.500000
VEF 909 -2.650000 1803.460000 -41.810000 -2.270000 1845.270000
Bufab 3 -3.960000 1062.600000 -43.800000 -3.960000 1106.400000
INVISIO 16 -1.740000 3616.000000 -64.000000 -1.740000 3680.000000
Vitec Software Group B 2 -5.900000 1020.000000 -64.000000 -5.900000 1084.000000
BHG Group 97 -5.000000 1383.220000 -71.780000 -4.930000 1455.000000
TOTAL 41283.560000 -211.720000 -7.93517% 41495.280000

Updated:¶

'2023-07-03 10:40:49.219233'
None

Last optimization/rebalancing:¶

'2023-06-15'

Next optimization/rebalancing:¶

'2023-07-26'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶